To some people, the structure that these cults provide is very attractive to them. They love the fact that people are telling them what to do and how to do it every second of their life. They practically don't have to think at all it is all done for them by their leaders. Most people, though, cannot stand that level of control. It denies them the ability to think for themselves and make their own decisions. So if people dislike the religion that they are a part of why are they involved in it? The answer to that is they are afraid of leaving.
When you're raised in cults it's usually all you know of. They are designed to be sheltered from the outside world. On a daily basis you're reminded of all the things they brainwash you with from the start, such as the consequences you will suffer if you disobey the rules. All cults have their leaders, a group of people that the followers highly respect, fear and most importantly obey. So when you go through that your entire life, and decide that you don't want to be a part of it it is extremely hard to leave. You start thinking about what happens if all you were taught is true, even though you certainly don't believe in it.
A good example of this is the Afghanistan women who were and probably still are terrified of removing a piece of cloth from their